SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM (Q4419299)
From MaRDI portal
scientific article; zbMATH DE number 1963357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM |
scientific article; zbMATH DE number 1963357 |
Statements
SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM (English)
0 references
13 August 2003
0 references
affine and quadratic term structures
0 references
interest rate models
0 references
forward curves
0 references
